V-Lab: IAMGOLD Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

IAMGOLD Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:51.06% (-1.27%)

Analysis last updated: Friday, May 3, 2024 at 01:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2645	16.48
$α$	0.0263	10.68
$β$	0.9271	382.61
$γ$	0.0536	10.14

Estimation Period:
Mar 8, 1996 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts